anthdm / rust-trading-engineLinks
A trading (matching) engine implementation in Rust.
☆46Updated 2 years ago
Alternatives and similar repositories for rust-trading-engine
Users that are interested in rust-trading-engine are comparing it to the libraries listed below
Sorting:
- Stock Exchange Engine written in Rust☆28Updated 3 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆79Updated 3 years ago
- Building a fast matching engine in Rust for efficient processing of an ITCH order book.☆45Updated last year
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆76Updated 2 years ago
- Limit Order book and matching engine in Rust.☆51Updated 3 years ago
- Matching Engine implementation in Rust☆55Updated 4 years ago
- ☆46Updated 9 months ago
- Backtesting engine written in Rust☆74Updated 6 months ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆179Updated 10 months ago
- A native desktop charting platform for crypto markets with intuitive orderflow visualizations☆146Updated last week
- Lightweight algo trading framework☆33Updated 2 years ago
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆243Updated 3 years ago
- A high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching eng…☆107Updated last week
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆102Updated last week
- A fast in-memory limit order book (LOB).☆158Updated 2 years ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆64Updated 2 years ago
- Cryptocurrency quant framework written in Rust.☆30Updated 5 years ago
- Aggregate trade data into user-defined candles using information driven rules☆104Updated 2 months ago
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆62Updated last week
- Building Stock Market Engine from scratch in Rust☆52Updated last year
- The official Rust client library for Databento☆67Updated last week
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆27Updated 9 months ago
- Rust API connector for Bybit's WebSockets APIs.☆36Updated last year
- A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)☆31Updated last year
- Limit order book written in Rust☆74Updated 6 years ago
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆164Updated 4 years ago
- Ultra-fast Limit Order Book for Node.js written in TypeScript for high-frequency trading (HFT)☆177Updated last week
- The pkg go-orderbook implements a limit order book for high-frequency trading (HFT), as described by WK Selph.☆23Updated 2 years ago
- TradingView data source library for Algorithmic Trading written in Rust☆53Updated last week
- Technical analysis library for Rust language☆39Updated this week